To cite package ‘portfolioBacktest’ in publications use:

  Palomar DP, Zhou R (2022). _portfolioBacktest: Automated Backtesting
  of Portfolios over Multiple Datasets_. R package version 0.4.1, ,
  <https://github.com/dppalomar/portfoliobacktest>.

A BibTeX entry for LaTeX users is

  @Manual{,
    title = {portfolioBacktest: Automated Backtesting of Portfolios over Multiple Datasets},
    author = {Daniel P. Palomar and Rui Zhou},
    year = {2022},
    note = {R package version 0.4.1, 
},
    url = {https://github.com/dppalomar/portfoliobacktest},
  }